Interest Rates Products

 
 
Bundle Futures and Options
Access Roll Period Tool
New Report on Curve Trades
Rediscover Fed Funds
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEU4 Sep 2014 99.7625 0 99.7650 99.7675 99.7600 79082
Eurodollar GEZ4 Dec 2014 99.735 -0.005 99.745 99.745 99.735 97067
Eurodollar GEH5 Mar 2015 99.645 0 99.655 99.660 99.640 176003
Eurodollar GEM5 Jun 2015 99.455 0 99.475 99.480 99.445 185100
Eurodollar GEU5 Sep 2015 99.225 -0.005 99.255 99.260 99.215 248775
Eurodollar GEZ5 Dec 2015 98.985 -0.005 99.015 99.030 98.975 258298
Eurodollar GEH6 Mar 2016 98.740 -0.005 98.770 98.790 98.725 196868
Eurodollar GEM6 Jun 2016 98.480 0 98.515 98.535 98.460 223123
10-Year U.S. Treasury Note ZNU4 Sep 2014 125'285 0 126'000 126'075 125'195 1350013
5-Year Deliverable Interest Rate Swap F1UU4 Sep 2014 101'310 -0'010 102'050 102'065 101'280 4644
10-Year Deliverable Interest Rate Swap N1UU4 Sep 2014 106'055 a -0'010 106'080 106'080 105'270 476
5-Year Euro Deliverable Interest Rate Swap F1EU4 Sep 2014 104.660 b +0.020 - 104.700 - -
10-Year Euro Deliverable Interest Rate Swap N1EU4 Sep 2014 110.170 b +0.080 - 110.350 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEU4 Sep 2014 99.7625 0 99.7650 99.7675 99.7600 79082
Eurodollar GEZ4 Dec 2014 99.735 -0.005 99.745 99.745 99.735 97067
Eurodollar GEH5 Mar 2015 99.645 0 99.655 99.660 99.640 176003
Eurodollar GEM5 Jun 2015 99.455 0 99.475 99.480 99.445 185100
Eurodollar GEU5 Sep 2015 99.225 -0.005 99.255 99.260 99.215 248775
Eurodollar GEZ5 Dec 2015 98.985 -0.005 99.015 99.030 98.975 258298
Eurodollar GEH6 Mar 2016 98.740 -0.005 98.770 98.790 98.725 196868
Eurodollar GEM6 Jun 2016 98.480 0 98.515 98.535 98.460 223123
30-Day Federal Funds ZQX4 Nov 2014 99.900 0 99.900 99.900 99.895 444
Euribor EBU4 Sep 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBU4 Sep 2014 155'02 0 154'09 155'07 153'22 116373
U.S. Treasury Bond ZBU4 Sep 2014 140'15 +0'01 140'03 140'18 139'21 375318
10-Year U.S. Treasury Note ZNU4 Sep 2014 125'285 0 126'000 126'075 125'195 1350013
5-Year U.S. Treasury Note ZFU4 Sep 2014 119'132 -0'002 119'185 119'225 119'097 873143
3-Year U.S. Treasury Note Z3NU4 Sep 2014 - - - - -
2-Year U.S. Treasury Note ZTU4 Sep 2014 109'255 0 109'262 109'272 109'247 256598
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UU4 Sep 2014 100'160 a -0'005 100'175 100'175 100'155 200
5-Year Deliverable Interest Rate Swap F1UU4 Sep 2014 101'310 -0'010 102'050 102'065 101'280 4644
10-Year Deliverable Interest Rate Swap N1UU4 Sep 2014 106'055 a -0'010 106'080 106'080 105'270 476
30-Year Deliverable Interest Rate Swap B1UU4 Sep 2014 117'11 a -0'01 116'08 117'12 116'08 24
2-Year Euro Deliverable Interest Rate Swap T1EU4 Sep 2014 100.895 a +0.010 - 100.900 - -
5-Year Euro Deliverable Interest Rate Swap F1EU4 Sep 2014 104.660 b +0.020 - 104.700 - -
10-Year Euro Deliverable Interest Rate Swap N1EU4 Sep 2014 110.170 b +0.080 - 110.350 - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

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